Brownian Motion in a Hilbert Space with a Semipermeable Membrane on a Hyperplane
In a separable Hilbert space, we construct a continuous Markov process whose behavior coincides everywhere, except for a hyperplane S orthogonal to a given unit vector ν, with the behavior of a homogeneous Gaussian process with a given correlation operator tB, where B is a nonsingular nuclear operat...
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| Date: | 2001 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2001
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4310 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |